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Qualitätsmerkmale Market Making
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'045 CHF | 58'795 CHF | 100.00% | 100.00% |
| 19.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'957 CHF | 61'707 CHF | 99.89% | 99.89% |
| 18.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'937 CHF | 57'687 CHF | 99.82% | 99.82% |
| 15.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'010 CHF | 56'760 CHF | 100.00% | 100.00% |
| 14.11.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'330 CHF | 60'080 CHF | 100.00% | 100.00% |
| 13.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'884 CHF | 63'634 CHF | 100.00% | 100.00% |
| 12.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'546 CHF | 63'296 CHF | 99.67% | 99.67% |
| 11.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'456 CHF | 56'206 CHF | 99.90% | 99.90% |
| 08.11.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'603 | 75'603 | 54'798 CHF | 55'554 CHF | 100.00% | 100.00% |
| 07.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 97'378 | 97'378 | 59'229 CHF | 60'203 CHF | 99.84% | 99.84% |
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